Approximating Probability using Monte Carlo Method
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I have a problem where I need to sample two random points (x and y) unifromrly from the unit square [0,1] x [0,1]
I need to use the Monte Carlo Method to approximate the probability that (the 2 norm of x-y) ||x-y||_2 is smaller or equal to 1/2
Anyone has an idea on how to go on about this?
댓글 수: 3
James Tursa
2020년 4월 2일
What have you tried so far? What specific problems are you having with your code?
John D'Errico
2020년 4월 2일
An interesting question is how to compute that result analytically, without recourse to a simulation. Hmm...
'Til then so you can verify your result, I get with a sample size of 1e8 points:
p =
0.48335794
With a predicted standard deviation on that estimate of
s =
4.99722965090615e-05
khalid alharthi
2020년 4월 2일
답변 (1개)
Image Analyst
2020년 4월 2일
Hint:
xy = rand(1000000, 2);
or
numPoints = 1000000;
x = rand(numPoints, 1);
y = rand(numPoints, 1);
Look up norm in the help.
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